On Efficient Point Prediction Systems

DOI10.1111/1467-9868.00153zbMath0909.62086OpenAlexW1983286924MaRDI QIDQ4214255

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Publication date: 8 April 1999

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/1467-9868.00153

zbMATH Keywords

time seriesefficiencypredictive inferencestochastic regressionoptimal predictorsprequential inferencepoint prediction systems

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

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